Homework#6 Q3 - LFD Book Forum

08-15-2012, 01:36 PM

invis

Senior Member

Join Date: Jul 2012

Posts: 50

Homework#6 Q3

I have some problems with understanding the question #3.

Ok, we have a formula for linear regression with regularization:
$w_{reg} = (Z^T Z- \lambda I)^{-1} Z^T y$

But I cant catch this:
"add the term $\lambda /N \sum_{i=0}^7 w_i^2$ to the squared in sample error"

What

I suppose to use in this formula ? The

without regularization ? And why adding to squared error ?

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